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A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps.

Geraldine TourNawdha ThakoorDésiré Yannick TangmanMuddun Bhuruth
Published in: J. Comput. Sci. (2019)
Keyphrases
  • high order
  • higher order
  • pairwise
  • probabilistic model
  • bayesian logistic regression
  • neural network
  • similarity measure
  • computational complexity
  • image processing
  • markov chain
  • basis functions